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Mun-Chol KiM

Identifiers

  • name variant Mun-Chol Kim 0.60 · backfill

Papers (11)

  1. A Numerical Scheme For High-dimensional Backward Stochastic Differential Equation Based On Modified Multi-level Picard Iteration math.NA · 2019 · author #2 as printed: Mun-Chol Kim
  2. A Stable Minutia Descriptor based on Gabor Wavelet and Linear Discriminant Analysis cs.CV · 2018 · author #2
  3. A generalized scheme for BSDEs based on derivative approximation and its error estimates math.NA · 2018 · author #2 as printed: Mun-Chol Kim
  4. Adapted $\theta$-Scheme and Its Error Estimates for Backward Stochastic Differential Equations math.NA · 2018 · author #2 as printed: Mun-Chol Kim
  5. A Framework of BSDEs with Stochastic Lipschtz Coefficients through Time Change math.PR · 2018 · author #2
  6. An efficient third-order scheme for BSDEs based on nonequidistant difference scheme math.NA · 2018 · author #2 as printed: Mun-Chol Kim
  7. Existence of smooth solutions of multi-term Caputo-type fractional differential equations math.CA · 2017 · author #4
  8. The Binomial Tree Method and Explicit Difference Schemes for American Options with Time Dependent Coefficients q-fin.PR · 2015 · author #4
  9. Backward stochastic differential equations with stopping time as time horizon math.PR · 2013 · author #1
  10. The Identification of Thresholds and Time Delay in Self-Exciting Threshold AR Model by Wavelet math-ph · 2013 · author #2
  11. The Pricing of Multiple-Expiry Exotics q-fin.PR · 2013 · author #2

Mentions

  • 1905.01098 #2 · arxiv_oai · confidence 0.70 Mun-Chol Kim
  • 1808.02478 #2 · arxiv_oai · confidence 0.70 Mun-Chol Kim
  • 1808.02173 #2 · arxiv_oai · confidence 0.70 Mun-Chol Kim
  • 1808.01564 #2 · arxiv_oai · confidence 0.70 Mun-Chol Kim
  • 1505.04573 #4 · backfill · confidence 0.70 Mun-Chol KiM
  • 1308.6379 #1 · backfill · confidence 0.70 Mun-Chol KiM
  • 1303.4867 #2 · backfill · confidence 0.70 Mun-Chol KiM
  • 1302.3319 #2 · backfill · confidence 0.70 Mun-Chol KiM

Frequent Coauthors